Quantitative Risk Manager

  • Locatie

    London, England

  • Sector:

    Banken & Financial Services

  • Soort contract:


  • Salaris:

    £80000 - £100000 per annum

  • Contact:

    Gorgui Niass

  • Email:


  • Job ref:


  • Gepubliceerd:

    3 maanden geleden

  • Termijn:


Key Responsibilities

To Design and development of robust risk models in line with internal policies, across the PostTrade Securities & Collateral product range (Equities, Repo, Collateral)

  • Methodology documentation and presentation at governance forums
  • Stakeholder management - go to contact person for Group Risk, Model Validation, queries from external clients etc, especially on RepoClear and Collateral methodologies
  • Knowledge sharing and training junior members of the team o Prototyping and developing/testing risk tools addressing various types of risk and financial products o Analysis and implementation of performance improvements to the existing Risk models (VaR, Expected
  • Shortfall, Scenarios, Liquidity & Concentration etc) across different products
  • Maintenance and support of the existing risk libraries and risk simulators
  • Definition of margin algorithms and clear business requirements for IT teams

Enter the essential experience and skills required:

  • Quantitative degree and MSc, or equivalent qualifications.
  • 5+ years of experience in the Finance industry, including Quantitative Risk analytics
  • Good knowledge of products and markets across the securities universe (equities, bonds, MBS etc)
  • Understanding the role of clearing and familiarity with applicable regulations
  • Strong programming skills (Java, R, Python)
  • Sound conceptual / technical knowledge of modern IT infrastructure stack
  • Autonomy, problem solving skills
  • Effective communication skills (written and oral).
  • Ability to work with team delivery environment.

Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.

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